Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices

dc.contributor.advisorWilcox, Dianeen_ZA
dc.contributor.advisorGebbie, Ten_ZA
dc.contributor.authorMatoti, Lundien_ZA
dc.date.accessioned2014-07-31T08:08:57Z
dc.date.available2014-07-31T08:08:57Z
dc.date.issued2009en_ZA
dc.description.abstractIncludes bibliographical references (leaves 73-75).en_ZA
dc.identifier.apacitationMatoti, L. (2009). <i>Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices</i>. (Thesis). University of Cape Town ,Faculty of Science ,Department of Mathematics and Applied Mathematics. Retrieved from http://hdl.handle.net/11427/4909en_ZA
dc.identifier.chicagocitationMatoti, Lundi. <i>"Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices."</i> Thesis., University of Cape Town ,Faculty of Science ,Department of Mathematics and Applied Mathematics, 2009. http://hdl.handle.net/11427/4909en_ZA
dc.identifier.citationMatoti, L. 2009. Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Matoti, Lundi AB - Includes bibliographical references (leaves 73-75). DA - 2009 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2009 T1 - Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices TI - Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices UR - http://hdl.handle.net/11427/4909 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/4909
dc.identifier.vancouvercitationMatoti L. Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices. [Thesis]. University of Cape Town ,Faculty of Science ,Department of Mathematics and Applied Mathematics, 2009 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/4909en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentDepartment of Mathematics and Applied Mathematicsen_ZA
dc.publisher.facultyFaculty of Scienceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherMathematics of Financeen_ZA
dc.titleBuilding a statistical linear factor model and a global minimum variance portfolio using estimated covariance matricesen_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMScen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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